+555.7%
ETN vs FN
+763.2%
-207.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | +10.1% | +20.8% | -10.6% | +3.5% |
| 30D | -15.9% | -17.3% | +1.4% | -11.4% |
| 3M | -21.7% | -38.1% | +16.4% | -10.7% |
| 6M | -10.1% | -44.2% | +34.1% | +3.9% |
| YTD | +14.0% | -22.3% | +36.3% | +16.0% |
| 1Y | -1.7% | -20.9% | +19.2% | -1.0% |
| 3Y | +67.9% | +111.1% | -43.2% | +18.7% |
| 5Y | +125.5% | +191.8% | -66.3% | +38.8% |
| All | +555.7% | +763.2% | -207.5% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling